Monthly Statement for March 2024 — Orange City Council, April 23, 2024

MONTHLY ACCOUNT STATEMENT
City of Orange | Account #10888 | As of March 31, 2024
CHANDLER ASSET MANAGEMENT | chandlerasset.com
Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures at the end of the statement.

Chandler Team:

For questions about your account, please call (800) 317-4747, or contact [email protected]
Custodian:

PORTFOLIO SUMMARY
Portfolio Characteristics
Sector Allocation
Performance Review
Account Summary
Maturity Distribution
Top Issuers
Credit Quality
Total Rate of Return 1M 3M YTD 1YR 2YRS 3YRS 5YRS 10YRS Since Inception (01/01/22)
City of Orange 0.36% 0.50% 0.50% 3.57% 1.39% -- -- -- (0.41%) Benchmark Return* 0.36% (0.01%) (0.01%) 2.45% 1.02% -- -- -- (0.52%) Average Modified Duration 1.73
Average Coupon 2.14%
Average Purchase YTM 2.22%
Average Market YTM 5.28%
Average Quality AA
Average Final Maturity 1.98
Average Life 1.90
Beg. Values as of
03/01/2024
End Values as of
03/31/2024
Market Value 98,664,301.96 99,079,244.75
Accrued Interest 513,534.64 452,672.67
Total Market Value 99,177,836.60 99,531,917.43
Income Earned 164,761.35 158,792.77
Cont/WD 0.00 0.00
Par 101,888,376.65 102,154,375.96
Book Value 101,712,584.61 101,938,166.69
Cost Value 101,742,903.33 101,965,872.83
Federal Home Loan Banks 19.31%
FNMA 13.21%
FHLMC 13.00%
United States 8.83%
Farm Credit System 6.04%
Toyota Motor Corporation 4.73%
HSBC Holdings plc 3.01%
The Coca-Cola Company 2.98%
*Periods over 1 year are annualized.

Benchmark: ICE BofA 1-5 Year Unsubordinated US Treasury & Agency Index Secondary Benchmark:
*See Footnote
The credit quality is a weighted average calculation of the highest of S&P , Moody’s’ and Fitch CONFIDENTIAL | 3
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

RECONCILIATION SUMMARY
Accrual Activity Summary
Fair Market Activity Summary
Month to Date Fiscal Year to Date
(07/01/2023)
Beginning Book Value 101,712,584.61 100,852,347.86
Maturities/Calls (7,590,000.00) (9,940,000.00)
Principal Paydowns 0.00 0.00
Purchases 5,098,714.43 25,591,969.03
Sales (6,214.88) (18,925,275.90)
Change in Cash, Payables, Receivables 2,717,535.95 4,434,219.33 Amortization/Accretion 5,546.58 57,702.19
Realized Gain (Loss) 0.00 (132,795.81)
Ending Book Value 101,938,166.69 101,938,166.69
Month to Date Fiscal Year to Date
(07/01/2023)
Beginning Market Value 98,664,301.96 95,651,766.03
Maturities/Calls (7,590,000.00) (9,940,000.00)
Principal Paydowns 0.00 0.00
Purchases 5,098,714.43 25,591,969.03
Sales (6,214.88) (18,925,275.90)
Change in Cash, Payables, Receivables 2,717,535.95 4,434,219.33 Amortization/Accretion 5,546.58 57,702.19
Change in Net Unrealized Gain (Loss) 189,360.71 2,341,659.89 Realized Gain (Loss) 0.00 (132,795.81)
Ending Market Value 99,079,244.75 99,079,244.75
Maturities / Calls
Month to Date (7,590,000.00)
Fiscal Year to Date (9,940,000.00)
Principal Paydowns
Month to Date 0.00
Fiscal Year to Date 0.00
Purchases
Month to Date 5,098,714.43
Fiscal Year to Date 25,591,969.03
Sales
Month to Date (6,214.88)
Fiscal Year to Date (18,925,275.90)
Interest Received
Month to Date 236,115.61
Fiscal Year to Date 1,261,169.82
Purchased / Sold Interest
Month to Date (22,007.46)
Fiscal Year to Date (50,341.33)
CONFIDENTIAL | 4
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
ABS
05593AAC3 BMWLT 2023-1 A3 5.16 11/25/2025 100,000.00 02/07/2023

5.43%
99,997.62
99,998.58

99.76 5.63%
99,764.89

86.00 0.10%
(233.69)
Aaa/AAA
NA

1.65 0.64
43815JAC7 HAROT 2023-1 A3 5.04 04/21/2027 210,000.00 02/16/2023

5.09%
209,960.98
209,971.32

99.74 5.30%
209,456.60
294.00

0.21%
(514.72)
Aaa/NA
AAA

3.06 1.74
92348KAA1 VZMT 2021-1 A 0.5 05/20/2027 220,000.00 10/21/2022

5.37%
204,668.75
209,916.13

99.28 1.95%
218,415.25

33.61 0.22%
8,499.12
Aaa/AAA
AAA

3.14 0.81
47800CAC0 JDOT 2023 A3 5.01 11/15/2027 395,000.00 02/22/2023

3.39%
394,928.03
394,944.61

99.71 5.26%
393,842.93
879.53

0.40%
(1,101.68)
Aaa/NA
AAA

3.63 1.78
05592XAD2 BMWOT 2023-A A3 5.47
02/25/2028 190,000.00 07/11/2023

5.47%
189,966.33
189,971.49
100.41

5.34%
190,779.36
173.22

0.19%
807.87
NA/AAA
AAA

3.91 2.26
02582JJZ4 AMXCA 2023-1 A 4.87 05/15/2028 350,000.00 06/07/2023

4.87%
349,968.96
349,974.00

99.79 5.09%
349,260.14
757.56

0.35%
(713.87)
NA/AAA
AAA

4.12 1.97
438123AC5 HAROT 2023-4 A3 5.67 06/21/2028 330,000.00 11/01/2023

5.74%
329,941.89
329,946.88
101.21

5.30%
333,993.43
519.75

0.34%
4,046.54
Aaa/NA
AAA

4.22 2.50
02582JKD1 AMXCA 2023-3 A 5.23 09/15/2028 1,055,000.00 09/12/2023

5.29%
1,054,952.84
1,054,957.88
100.69

4.99%
1,062,241.10
2,452.29

1.07%
7,283.21
NA/AAA
AAA

4.46 2.25
161571HT4 CHAIT 2023-1 A 5.16 09/15/2028 1,060,000.00 09/07/2023

5.17%
1,059,706.17
1,059,738.17
100.51

5.00%
1,065,402.71
2,430.93

1.08%
5,664.54
NR/AAA
AAA

4.46 2.26
Total ABS 3,910,000.00 5.07%
3,894,091.57
3,899,419.09
100.34

4.94%
3,923,156.41
7,626.89

3.96%
23,737.32
Aaa/AAA
AAA

4.08 2.05
AGENCY
3135GA4S7 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.375 05/17/2024 5,000,000.00 11/20/2020

0.37%
5,000,000.00
5,000,000.00

99.37 8.88%
4,968,620.30
6,979.17

5.01%
(31,379.70)
Aaa/AA+
AA+

0.13 0.13
3135GA5Y3 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.375 06/14/2024 4,375,000.00 12/14/2020

0.38%
4,375,000.00
4,375,000.00

98.93 7.53%
4,328,031.92
4,876.30

4.37%
(46,968.08)
Aaa/AA+
AA+

0.21 0.21
3134GWVE3 FEDERAL HOME LOAN MORTGAGE
CORP 0.4 09/25/2024 4,575,000.00 11/19/2020

0.41%
4,573,627.50
4,574,827.22

97.61 6.49%
4,465,697.21
305.00

4.51%
(109,130.01)
Aaa/AA+
AA+

0.49 0.47
3135GA4W8 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.5 02/18/2025 3,950,000.00 11/20/2020

0.50%
3,950,000.00
3,950,000.00

95.94 5.17%
3,789,737.64
2,359.03

3.82%
(160,262.36)
Aaa/AA+
AA+

0.89 0.86
3130ANA42 FEDERAL HOME LOAN BANKS 0.65
04/28/2025 4,000,000.00 07/28/2021

0.65%
4,000,000.00
4,000,000.00

95.42 5.12%
3,816,840.72
4,550.00

3.85%
(183,159.28)
Aaa/AA+
AA+

1.08 1.05
3130AMBG6 FEDERAL HOME LOAN BANKS 0.75
04/29/2025 5,000,000.00 05/04/2021

0.75%
5,000,000.00
5,000,000.00

95.52 5.11%
4,775,774.30
15,833.33

4.82%
(224,225.70)
Aaa/AA+
AA+

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
3134GW3Z7 FEDERAL HOME LOAN MORTGAGE
CORP 0.6 10/28/2025 9,000,000.00 10/28/2020

0.60%
9,000,000.00
9,000,000.00

93.49 5.07%
8,414,005.23
22,950.00

8.49%
(585,994.77)
Aaa/AA+
AA+

1.58 1.53
3133EPCF0 FEDERAL FARM CREDIT BANKS
FUNDING CORP 4.5 03/02/2026 2,000,000.00 03/27/2023

4.01%
2,026,680.00
2,017,454.21

99.65 4.68%
1,992,966.66
7,250.00

2.01%
(24,487.55)
Aaa/AA+
AA+

1.92 1.82
3133EPQC2 FEDERAL FARM CREDIT BANKS
FUNDING CORP 4.625 07/17/2026 2,000,000.00 07/28/2023

4.66%
1,998,260.00
1,998,653.99

99.84 4.59%
1,996,834.96
19,013.89

2.02%
(1,819.03)
Aaa/AA+
AA+

2.30 2.14
3130ANDF4 FEDERAL HOME LOAN BANKS 0.9
07/29/2026 5,000,000.00 07/29/2021

0.90%
5,010,000.00
5,000,000.00

91.45 4.91%
4,572,654.70
7,750.00

4.62%
(427,345.30)
Aaa/AA+
AA+

2.33 2.25
3133EPDJ1 FEDERAL FARM CREDIT BANKS
FUNDING CORP 4.375 09/15/2027 2,000,000.00 03/27/2023

3.81%
2,045,720.00
2,035,354.56

99.72 4.44%
1,994,410.86
3,888.89

2.01%
(40,943.70)
Aaa/AA+
AA+

3.46 3.17
3130ATS57 FEDERAL HOME LOAN BANKS 4.5
03/10/2028 2,000,000.00 03/27/2023

3.82%
2,060,420.00
2,048,062.12
100.43

4.37%
2,008,554.16
5,250.00

2.03%
(39,507.96)
Aaa/AA+
AA+

3.94 3.58
3130AEB25 FEDERAL HOME LOAN BANKS 3.25
06/09/2028 2,000,000.00 07/24/2023

4.15%
1,921,180.00
1,932,288.26

96.01 4.36%
1,920,160.28
20,222.22

1.94%
(12,127.98)
Aaa/AA+
AA+

4.19 3.83
3130AXQK7 FEDERAL HOME LOAN BANKS 4.75
12/08/2028 2,000,000.00 01/29/2024

4.05%
2,060,660.00
2,058,539.98
101.86

4.32%
2,037,209.50
39,055.56

2.06%
(21,330.48)
Aaa/AA+
AA+

4.69 4.10
Total Agency 52,900,000.00 1.39%
53,021,547.50
52,990,180.34

96.65 5.63%
51,081,498.44
160,283.39

51.56%
(1,908,681.90)
Aaa/AA+
AA+

1.59 1.49
CASH
CCYUSD Receivable 13,935.72 --

0.00%
13,935.72
13,935.72

1.00 0.00%
13,935.72

0.00 0.01%

0.00 Aaa/AAA
AAA

0.00 0.00
CCYUSD Cash 2,704,725.00 --

0.00%
2,704,725.00
2,704,725.00

1.00 0.00%
2,704,725.00

0.00 2.73%

0.00 Aaa/AAA
AAA

0.00 0.00
Total Cash 2,718,660.72 0.00%
2,718,660.72
2,718,660.72

1.00 0.00%
2,718,660.72

0.00 2.74%

0.00 Aaa/AAA
AAA

0.00 0.00

CORPORATE
69371RR81 PACCAR FINANCIAL CORP 3.15
06/13/2024 895,000.00 06/06/2022

3.16%
894,794.15
894,979.44

99.52 6.46%
890,666.87
8,457.75

0.90%
(4,312.58)
A1/A+
NA

0.20 0.20
40434CAD7 HSBC USA INC 3.5 06/23/2024 3,000,000.00 12/10/2019

2.19%
3,174,900.00
3,008,760.83

99.47 6.61%
2,983,982.67
27,708.33

3.01%
(24,778.16)
A2/A-
A+

0.23 0.23
191216CL2 COCA-COLA CO 1.75 09/06/2024 3,000,000.00 09/20/2019

1.99%
2,964,750.00
2,996,928.02

98.46 6.06%
2,953,828.86
3,645.83

2.98%
(43,099.16)
A1/A+
WR

0.44 0.42
14913Q3B3 CATERPILLAR FINANCIAL SERVICES
CORP 2.15 11/08/2024 1,250,000.00 05/31/2022

2.86%
1,229,100.00
1,244,810.22

98.09 5.87%
1,226,063.98
10,675.35

1.24%
(18,746.25)
A2/A
A+

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
06051GJR1 BANK OF AMERICA CORP 0.976
04/22/2025 1,250,000.00 05/31/2022

3.91%
1,192,012.50
1,247,962.51

99.70 6.57%
1,246,287.10
5,388.33

1.26%
(1,675.41)
A1/A-
AA-

1.06 0.06
24422EWF2 JOHN DEERE CAPITAL CORP 3.4
06/06/2025 280,000.00 06/01/2022

3.41%
279,935.60
279,974.67

98.02 5.19%
274,450.36
3,041.11

0.28%
(5,524.32)
A1/A
A+

1.18 1.13
06406RBF3 BANK OF NEW YORK MELLON CORP

3.43 06/13/2025 955,000.00 06/08/2022

3.43%
955,000.00
955,000.00

99.42 6.22%
949,441.76
9,826.95

0.96%
(5,558.24)
A1/A
AA-

1.20 0.20
91324PEN8 UNITEDHEALTH GROUP INC 5.15
10/15/2025 775,000.00 12/28/2022

4.56%
786,780.00
781,490.55
100.12

4.92%
775,940.59
18,404.10

0.78%
(5,549.95)
A2/A+
A

1.54 1.44
89236THP3 TOYOTA MOTOR CREDIT CORP 0.8
10/16/2025 5,000,000.00 11/19/2020

0.70%
5,025,000.00
5,007,854.35

93.72 5.27%
4,685,798.40
18,333.33

4.73%
(322,055.95)
A1/A+
A+

1.54 1.50
63743HFF4

NATIONAL RURAL UTILITIES
COOPERATIVE FINANCE CORP 5.45
10/30/2025
495,000.00 10/20/2022

5.50%
494,336.70
494,650.48
100.34

5.22%
496,663.00
11,315.56

0.50%
2,012.51
A2/A-
A

1.58 1.47
037833EB2 APPLE INC 0.7 02/08/2026 3,000,000.00 02/08/2021

0.70%
2,999,730.00
2,999,899.75

92.77 5.02%
2,783,211.21
3,091.67

2.81%
(216,688.54)
Aaa/AA+
NA

1.86 1.80
713448FQ6 PEPSICO INC 4.55 02/13/2026 195,000.00 02/13/2023

4.57%
194,886.90
194,929.39

99.51 4.93%
194,039.00
1,183.00

0.20%
(890.39)
A1/A+
NA

1.87 1.76
907818GE2 UNION PACIFIC CORP 4.75
02/21/2026 470,000.00 02/13/2023

4.77%
469,689.80
469,804.43

99.86 4.86%
469,321.76
2,480.56

0.47%
(482.66)
A3/A-
A-

1.90 1.78
46647PBK1 JPMORGAN CHASE & CO 2.083
04/22/2026 1,250,000.00 05/31/2022

3.92%
1,190,825.00
1,226,941.43

96.36 6.49%
1,204,452.80
11,499.90

1.22%
(22,488.63)
A1/A-
AA-

2.06 1.02
61747YET8 MORGAN STANLEY 4.679
07/17/2026 775,000.00 12/28/2022

5.26%
764,390.25
769,612.00

98.92 6.15%
766,649.55
7,453.91

0.77%
(2,962.45)
A1/A-
A+

2.30 1.23
24422EXD6 JOHN DEERE CAPITAL CORP 5.15
09/08/2026 505,000.00 09/05/2023

5.18%
504,641.45
504,708.84
100.56

4.86%
507,849.87
1,661.59

0.51%
3,141.03
A1/A
A+

2.44 2.26
713448FW3 PEPSICO INC 5.125 11/10/2026 380,000.00 11/08/2023

5.13%
379,897.40
379,910.79
100.79

4.84%
383,013.45
7,627.71

0.39%
3,102.67
A1/A+
NA

2.61 2.30
06368LAQ9 BANK OF MONTREAL 4.7
09/14/2027 1,000,000.00 03/30/2023

4.91%
991,550.00
993,454.88

99.15 4.99%
991,520.08
2,219.44

1.00%
(1,934.80)
A2/A-
AA-

3.46 3.15
78016FZW7 ROYAL BANK OF CANADA 4.9
01/12/2028 1,000,000.00 03/30/2023

4.95%
997,990.00
998,412.01
100.02

4.96%
1,000,176.91
10,752.78

1.01%
1,764.90
A1/A
AA-

3.79 3.38
713448FL7 PEPSICO INC 3.6 02/18/2028 1,500,000.00 03/27/2024

4.49%
1,452,735.00
1,452,867.95

96.60 4.68%
1,448,953.24
6,450.00

1.46%
(3,914.71)
A1/A+
NA

3.89 3.56
69371RS80 PACCAR FINANCIAL CORP 4.6
01/31/2029 1,200,000.00 03/27/2024

4.70%
1,194,684.00
1,194,696.01

99.33 4.77%
1,191,999.43
9,353.33

1.20%
(2,696.58)
A1/A+
NA

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
17275RBR2 CISCO SYSTEMS INC 4.85
02/26/2029 1,250,000.00 02/27/2024

4.84%
1,250,650.00
1,250,638.40
100.74

4.81%
1,259,226.80
5,894.10

1.27%
8,588.40
A1/AA-
NA

4.91 4.30
Total Corporate 29,425,000.00 2.92%
29,388,278.75
29,348,286.97

97.56 5.57%
28,683,537.68
186,464.63

28.95%
(664,749.29)
A1/A
A+

1.83 1.56

MONEY MARKET
FUND
31846V203 FIRST AMER:GVT OBLG Y 280,715.24 --

4.94%
280,715.24
280,715.24

1.00 4.94%
280,715.24

0.00 0.28%

0.00 Aaa/
AAAm
AAA

0.00 0.00
Total Money
Market Fund 280,715.24 4.94%
280,715.24
280,715.24

1.00 4.94%
280,715.24

0.00 0.28%

0.00 Aaa/
AAAm
AAA

0.00 0.00

SUPRANATIONAL
4581X0EK0 INTER-AMERICAN DEVELOPMENT
BANK 4.5 05/15/2026 1,720,000.00 06/27/2023

4.53%
1,718,675.60
1,719,018.12

99.59 4.71%
1,712,944.03
29,240.00

1.73%
(6,074.09)
Aaa/AAA
NA

2.12 1.97
459058KT9

INTERNATIONAL BANK FOR

RECONSTRUCTION AND DEVELOPM

3.5 07/12/2028
2,000,000.00 07/24/2023

4.19%
1,938,380.00
1,946,876.97

96.64 4.46%
1,932,724.44
15,361.11

1.95%
(14,152.53)
Aaa/AAA
NA

4.28 3.89
Total
Supranational 3,720,000.00 4.35%
3,657,055.60
3,665,895.08

98.02 4.58%
3,645,668.47
44,601.11

3.68%
(20,226.62)
Aaa/AAA
NA

3.27 2.99

US TREASURY
91282CCZ2 UNITED STATES TREASURY 0.875
09/30/2026 3,000,000.00 09/30/2021

1.01%
2,980,546.88
2,990,284.09

91.52 4.63%
2,745,585.93

71.72 2.77%
(244,698.16)
Aaa/AA+
AA+

2.50 2.41
9128284N7 UNITED STATES TREASURY 2.875
05/15/2028 2,000,000.00 07/31/2023

4.23%
1,883,281.25
1,899,621.88

94.63 4.38%
1,892,578.12
21,799.45

1.91%
(7,043.76)
Aaa/AA+
AA+

4.12 3.79
9128285M8 UNITED STATES TREASURY 3.125
11/15/2028 2,000,000.00 12/28/2023

3.86%
1,935,078.13
1,938,500.82

95.25 4.34%
1,904,921.88
23,695.05

1.92%
(33,578.94)
Aaa/AA+
AA+

4.63 4.19
91282CKD2 UNITED STATES TREASURY 4.25
02/28/2029 2,200,000.00 03/27/2024

4.18%
2,206,617.19
2,206,602.47
100.13

4.30%
2,202,921.86
8,130.43

2.22%
(3,680.60)
Aaa/AA+
AA+

4.91 4.38
Total US Treasury 9,200,000.00 3.13%
9,005,523.45
9,035,009.26

95.17 4.43%
8,746,007.79
53,696.66

8.83%
(289,001.46)
Aaa/AA+
AA+

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
Total Portfolio 102,154,375.96 2.22%
101,965,872.83
101,938,166.69

94.08 5.28%
99,079,244.75
452,672.67
100.00%
(2,858,921.94)
Aa2/AA-
AA

TRANSACTION LEDGER
Transaction Type Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss

ACQUISITIONS
Purchase 03/04/2024 31846V203 46,124.77 FIRST AMER:GVT OBLG Y 1.000 4.93% (46,124.77) 0.00 (46,124.77) 0.00 Purchase 03/06/2024 31846V203 26,250.00 FIRST AMER:GVT OBLG Y 1.000 4.91% (26,250.00) 0.00 (26,250.00) 0.00 Purchase 03/08/2024 31846V203 13,003.75 FIRST AMER:GVT OBLG Y 1.000 4.91% (13,003.75) 0.00 (13,003.75) 0.00 Purchase 03/11/2024 31846V203 45,000.00 FIRST AMER:GVT OBLG Y 1.000 4.91% (45,000.00) 0.00 (45,000.00) 0.00 Purchase 03/14/2024 31846V203 23,500.00 FIRST AMER:GVT OBLG Y 1.000 4.91% (23,500.00) 0.00 (23,500.00) 0.00 Purchase 03/15/2024 31846V203 49,957.13 FIRST AMER:GVT OBLG Y 1.000 4.92% (49,957.13) 0.00 (49,957.13) 0.00 Purchase 03/15/2024 31846V203 6,018.46 FIRST AMER:GVT OBLG Y 1.000 4.92% (6,018.46) 0.00 (6,018.46) 0.00 Purchase 03/20/2024 31846V203 91.67 FIRST AMER:GVT OBLG Y 1.000 4.92% (91.67) 0.00 (91.67) 0.00 Purchase 03/21/2024 31846V203 2,441.25 FIRST AMER:GVT OBLG Y 1.000 4.92% (2,441.25) 0.00 (2,441.25) 0.00 Purchase 03/25/2024 31846V203 9,777.36 FIRST AMER:GVT OBLG Y 1.000 4.92% (9,777.36) 0.00 (9,777.36) 0.00 Purchase 03/28/2024 91282CKD2 2,200,000.00 UNITED STATES TREASURY 4.25 02/28/2029 100.301 4.18% (2,206,617.19) (7,114.13) (2,213,731.32) 0.00 Purchase 03/28/2024 713448FL7 1,500,000.00 PEPSICO INC 3.6 02/18/2028 96.849 4.49% (1,452,735.00) (6,000.00) (1,458,735.00) 0.00 Purchase 03/28/2024 69371RS80 1,200,000.00 PACCAR FINANCIAL CORP 4.6 01/31/2029 99.557 4.70% (1,194,684.00) (8,893.33) (1,203,577.33) 0.00 Purchase 03/28/2024 31846V203 22,513.85 FIRST AMER:GVT OBLG Y 1.000 4.93% (22,513.85) 0.00 (22,513.85) 0.00 Total Purchase 5,144,678.24 (5,098,714.43) (22,007.46) (5,120,721.89) 0.00 TOTAL ACQUISITIONS 5,144,678.24 (5,098,714.43) (22,007.46) (5,120,721.89) 0.00

DISPOSITIONS
Maturity 03/28/2024 3130ALLM4 (4,890,000.00) FEDERAL HOME LOAN BANKS

0.35 03/28/2024 100.000 0.35% 4,890,000.00 0.00 4,890,000.00 0.00 Maturity 03/29/2024 3134GWXC5 (2,700,000.00)

FEDERAL HOME LOAN
MORTGAGE CORP 0.35
03/29/2024
100.000 0.35% 2,700,000.00 0.00 2,700,000.00 0.00
Total Maturity (7,590,000.00) 7,590,000.00 0.00 7,590,000.00 0.00 Sale 03/18/2024 31846V203 (6,214.88) FIRST AMER:GVT OBLG Y 1.000 4.92% 6,214.88 0.00 6,214.88 0.00 Total Sale (6,214.88) 6,214.88 0.00 6,214.88 0.00
TOTAL DISPOSITIONS (7,596,214.88) 7,596,214.88 0.00 7,596,214.88 0.00 CONFIDENTIAL | 10
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

TRANSACTION LEDGER
Transaction Type Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
OTHER

TRANSACTIONS
Coupon 03/02/2024 3133EPCF0 0.00

FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.5
03/02/2026

4.01% 45,000.00 0.00 45,000.00 0.00
Coupon 03/06/2024 191216CL2 0.00 COCA-COLA CO 1.75
09/06/2024 1.99% 26,250.00 0.00 26,250.00 0.00
Coupon 03/08/2024 24422EXD6 0.00 JOHN DEERE CAPITAL CORP

5.15 09/08/2026 5.18% 13,003.75 0.00 13,003.75 0.00
Coupon 03/10/2024 3130ATS57 0.00 FEDERAL HOME LOAN BANKS

4.5 03/10/2028 3.82% 45,000.00 0.00 45,000.00 0.00
Coupon 03/14/2024 06368LAQ9 0.00 BANK OF MONTREAL 4.7
09/14/2027 4.91% 23,500.00 0.00 23,500.00 0.00
Coupon 03/15/2024 47800CAC0 0.00 JDOT 2023 A3 5.01 11/15/2027 5.07% 1,649.13 0.00 1,649.13 0.00 Coupon 03/15/2024 3133EPDJ1 0.00

FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.375
09/15/2027

3.81% 43,750.00 0.00 43,750.00 0.00
Coupon 03/15/2024 02582JJZ4 0.00 AMXCA 2023-1 A 4.87
05/15/2028 4.92% 1,420.42 0.00 1,420.42 0.00
Coupon 03/15/2024 161571HT4 0.00 CHAIT 2023-1 A 5.16
09/15/2028 5.23% 4,558.00 0.00 4,558.00 0.00
Coupon 03/15/2024 02582JKD1 0.00 AMXCA 2023-3 A 5.23
09/15/2028 5.29% 4,598.04 0.00 4,598.04 0.00
Coupon 03/20/2024 92348KAA1 0.00 VZMT 2021-1 A 0.5 05/20/2027 31.69% 91.67 0.00 91.67 0.00 Coupon 03/21/2024 43815JAC7 0.00 HAROT 2023-1 A3 5.04
04/21/2027 5.10% 882.00 0.00 882.00 0.00
Coupon 03/21/2024 438123AC5 0.00 HAROT 2023-4 A3 5.67
06/21/2028 5.75% 1,559.25 0.00 1,559.25 0.00
Coupon 03/25/2024 3134GWVE3 0.00

FEDERAL HOME LOAN
MORTGAGE CORP 0.4
09/25/2024

0.41% 9,150.00 0.00 9,150.00 0.00
Coupon 03/25/2024 05593AAC3 0.00 BMWLT 2023-1 A3 5.16
11/25/2025 5.22% 430.00 0.00 430.00 0.00
Coupon 03/25/2024 05592XAD2 0.00 BMWOT 2023-A A3 5.47
02/25/2028 5.54% 866.08 0.00 866.08 0.00
CONFIDENTIAL | 11
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

TRANSACTION LEDGER
Transaction Type Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 03/28/2024 3130ALLM4 0.00 FEDERAL HOME LOAN BANKS

0.35 03/28/2024 0.35% 8,557.50 0.00 8,557.50 0.00
Coupon 03/29/2024 3134GWXC5 0.00

FEDERAL HOME LOAN
MORTGAGE CORP 0.35
03/29/2024

0.35% 4,725.00 0.00 4,725.00 0.00
Coupon 03/31/2024 91282CCZ2 0.00 UNITED STATES TREASURY

0.875 09/30/2026 1.01% 13,125.00 0.00 13,125.00 0.00
Total Coupon 0.00 248,115.84 0.00 248,115.84 0.00
Custody Fee 03/25/2024 CCYUSD (668.72) Cash 0.00% (668.72) 0.00 (668.72) 0.00 Total Custody Fee (668.72) (668.72) 0.00 (668.72) 0.00
Dividend 03/31/2024 31846V203 0.00 FIRST AMER:GVT OBLG Y 4.93% 37.89 0.00 810.72 0.00 Total Dividend 0.00 37.89 0.00 810.72 0.00
Management Fee 03/18/2024 CCYUSD (6,214.88) Cash 0.00% (6,214.88) 0.00 (6,214.88) 0.00 Total Management Fee (6,214.88) (6,214.88) 0.00 (6,214.88) 0.00

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income

CASH & EQUIVALENTS
31846V203 FIRST AMER:GVT OBLG Y
280,715.24
42,251.88
244,678.24
(6,214.88)
280,715.24

0.00 1,124.77

0.00 0.00

0.00 1,124.77
1,124.77
CCYUSD Cash
2,704,725.00

0.00 0.00

0.00 2,704,725.00

0.00 0.00

0.00 CCYUSD Receivable
13,935.72
1,124.77

0.00 0.00
13,935.72

0.00 0.00

0.00 Total Cash & Equivalents 2,999,375.96
43,376.65
244,678.24
(6,214.88)
2,999,375.96

0.00 1,124.77

0.00 0.00

0.00 1,124.77 1,124.77

FIXED INCOME
02582JJZ4 AMXCA 2023-1 A 4.87
05/15/2028
06/07/2023
06/14/2023
350,000.00
349,973.47

0.00 0.00
349,974.00
757.56
1,420.42
757.56
1,420.42

0.54 0.00

0.54 1,420.96
1,420.96
02582JKD1 AMXCA 2023-3 A 5.23
09/15/2028
09/12/2023
09/19/2023
1,055,000.00
1,054,957.08

0.00 0.00
1,054,957.88
2,452.29
4,598.04
2,452.29
4,598.04

0.80 0.00

0.80 4,598.84
4,598.84
037833EB2 APPLE INC 0.7 02/08/2026
02/08/2021
02/08/2021
3,000,000.00
2,999,895.16

0.00 0.00
2,999,899.75
1,341.67

0.00 3,091.67
1,750.00

4.58 0.00

4.58 1,754.58
1,754.58
05592XAD2 BMWOT 2023-A A3 5.47
02/25/2028
07/11/2023
07/18/2023
190,000.00
189,970.87

0.00 0.00
189,971.49
173.22
866.08
173.22
866.08

0.62 0.00

0.00 0.00
99,998.58

86.00 430.00

0.07 0.00

0.07 430.07
430.07
06051GJR1 BANK OF AMERICA CORP

0.976 04/22/2025
05/31/2022
06/02/2022
1,250,000.00
1,244,954.79

0.00 0.00
1,247,962.51
4,371.67

0.00 5,388.33
1,016.67
3,007.72

0.00 3,007.72
4,024.39
4,024.39
06368LAQ9 BANK OF MONTREAL 4.7
09/14/2027
03/30/2023
03/31/2023
1,000,000.00
993,293.98

0.00 0.00
993,454.88
21,802.78
23,500.00
2,219.44
3,916.67
160.90

0.00 160.90
4,077.57
4,077.57
06406RBF3 BANK OF NEW YORK MELLON
CORP 3.43 06/13/2025
06/08/2022
06/13/2022
955,000.00
955,000.00

0.00 0.00
955,000.00
7,097.24

0.00 9,826.95
2,729.71

0.00 0.00

0.00 2,729.71
2,729.71
14913Q3B3

CATERPILLAR FINANCIAL
SERVICES CORP 2.15
11/08/2024
05/31/2022
06/02/2022
1,250,000.00
1,244,082.25

0.00 0.00
1,244,810.22
8,435.76

0.00 10,675.35
2,239.58
727.98

0.00 727.98
2,967.56
2,967.56
161571HT4 CHAIT 2023-1 A 5.16
09/15/2028
09/07/2023
09/15/2023
1,060,000.00
1,059,733.19

0.00 0.00
1,059,738.17
2,430.93
4,558.00
2,430.93
4,558.00

4.99 0.00

4.99 4,562.99
4,562.99
17275RBR2 CISCO SYSTEMS INC 4.85
02/26/2029
02/27/2024
02/29/2024
1,250,000.00
1,250,649.64

0.00 0.00
1,250,638.40
842.01

0.00 5,894.10
5,052.08

0.00 (11.24)
(11.24)
5,040.85
5,040.85
191216CL2 COCA-COLA CO 1.75
09/06/2024
09/20/2019
09/20/2019
3,000,000.00
2,996,325.29

0.00 0.00
2,996,928.02
25,520.83
26,250.00
3,645.83
4,375.00
602.73

0.00 602.73
4,977.73
4,977.73
24422EWF2 JOHN DEERE CAPITAL CORP

3.4 06/06/2025
06/01/2022
06/06/2022
280,000.00
279,972.85

0.00 0.00
279,974.67
2,247.78

0.00 3,041.11
793.33

1.82 0.00

5.15 09/08/2026
09/05/2023
09/08/2023
505,000.00
504,698.70

0.00 0.00
504,708.84
12,498.05
13,003.75
1,661.59
2,167.29

10.14 0.00

10.14 2,177.43
2,177.43
3130AEB25 FEDERAL HOME LOAN BANKS

3.25 06/09/2028
07/24/2023
07/25/2023
2,000,000.00
1,930,916.33

0.00 0.00
1,932,288.26
14,805.56

0.00 20,222.22
5,416.67
1,371.94

0.00 1,371.94
6,788.60
6,788.60
3130ALLM4 FEDERAL HOME LOAN BANKS

0.35 03/28/2024
03/29/2021
03/29/2021

0.00 4,889,927.65

0.00 (4,890,000.00)

0.00 7,273.88
8,557.50

0.00 1,283.62

72.35 0.00

72.35 1,355.97
1,355.97
3130AMBG6 FEDERAL HOME LOAN BANKS

0.75 04/29/2025
05/04/2021
05/04/2021
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
12,708.33

0.00 15,833.33
3,125.00

0.00 0.00

0.00 3,125.00
3,125.00
3130ANA42 FEDERAL HOME LOAN BANKS

0.65 04/28/2025
07/28/2021
07/28/2021
4,000,000.00
4,000,000.00

0.00 0.00
4,000,000.00
2,383.33

0.00 4,550.00
2,166.67

0.00 0.00

0.00 2,166.67
2,166.67
3130ANDF4 FEDERAL HOME LOAN BANKS

0.9 07/29/2026
07/29/2021
07/29/2021
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
4,000.00

0.00 7,750.00
3,750.00

0.00 0.00

0.00 3,750.00
3,750.00
3130ATS57 FEDERAL HOME LOAN BANKS

4.5 03/10/2028
03/27/2023
03/28/2023
2,000,000.00
2,049,097.51

0.00 0.00
2,048,062.12
42,750.00
45,000.00
5,250.00
7,500.00

0.00 (1,035.39)
(1,035.39)
6,464.61
6,464.61
3130AXQK7 FEDERAL HOME LOAN BANKS

4.75 12/08/2028
01/29/2024
01/30/2024
2,000,000.00
2,059,599.99

0.00 0.00
2,058,539.98
31,138.89

0.00 39,055.56
7,916.67

0.00 (1,060.01)
(1,060.01)
6,856.66
6,856.66
3133EPCF0

FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.5
03/02/2026
03/27/2023
03/28/2023
2,000,000.00
2,018,227.18

0.00 0.00
2,017,454.21
44,750.00
45,000.00
7,250.00
7,500.00

FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.375
09/15/2027
03/27/2023
03/28/2023
2,000,000.00
2,036,223.01

0.00 0.00
2,035,354.56
40,347.22
43,750.00
3,888.89
7,291.67

0.00 (868.46)
(868.46)
6,423.21
6,423.21
3133EPQC2

FEDERAL FARM CREDIT
BANKS FUNDING CORP 4.625
07/17/2026
07/28/2023
07/31/2023
2,000,000.00
1,998,604.14

0.00 0.00
1,998,653.99
11,305.56

0.00 19,013.89
7,708.33

49.85 0.00

49.85 7,758.19
7,758.19
3134GW3Z7

FEDERAL HOME LOAN
MORTGAGE CORP 0.6
10/28/2025
10/28/2020
10/28/2020
9,000,000.00
9,000,000.00

0.00 0.00
9,000,000.00
18,450.00

0.00 22,950.00
4,500.00

0.00 0.00

0.00 4,500.00
4,500.00
3134GWVE3

FEDERAL HOME LOAN
MORTGAGE CORP 0.4
09/25/2024
11/19/2020
11/19/2020
4,575,000.00
4,574,796.96

0.00 0.00
4,574,827.22
7,930.00
9,150.00
305.00
1,525.00

30.26 0.00

30.26 1,555.26
1,555.26
3134GWXC5

FEDERAL HOME LOAN
MORTGAGE CORP 0.35
03/29/2024
12/10/2020
12/10/2020

0.00 2,700,000.00

0.00 (2,700,000.00)

0.00 3,990.00
4,725.00

0.00 735.00

0.00 0.00

0.00 735.00
735.00
3135GA4S7

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

0.375 05/17/2024
11/20/2020
11/20/2020
5,000,000.00
5,000,000.00

0.00 0.00
5,000,000.00
5,416.67

0.00 6,979.17
1,562.50

0.00 0.00

0.00 1,562.50
1,562.50
3135GA4W8

FEDERAL NATIONAL
MORTGAGE ASSOCIATION 0.5
02/18/2025
11/20/2020
11/20/2020
3,950,000.00
3,950,000.00

0.00 0.00
3,950,000.00
713.19

0.00 2,359.03
1,645.83

0.00 0.00

0.00 1,645.83
1,645.83
3135GA5Y3

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

0.375 06/14/2024
12/14/2020
12/14/2020
4,375,000.00
4,375,000.00

0.00 0.00
4,375,000.00
3,509.11

0.00 4,876.30
1,367.19

0.00 0.00

0.00 1,367.19
1,367.19
40434CAD7 HSBC USA INC 3.5
06/23/2024
12/10/2019
12/10/2019
3,000,000.00
3,012,032.95

0.00 0.00
3,008,760.83
18,958.33

0.00 27,708.33
8,750.00

0.00 0.00
329,946.88
519.75
1,559.25
519.75
1,559.25

1.07 0.00

1.07 1,560.32
1,560.32
43815JAC7 HAROT 2023-1 A3 5.04
04/21/2027
02/16/2023
02/24/2023
210,000.00
209,970.52

0.00 0.00
209,971.32
294.00
882.00
294.00
882.00

0.80 0.00

0.80 882.80
882.80
4581X0EK0

INTER-AMERICAN
DEVELOPMENT BANK 4.5
05/15/2026
06/27/2023
07/06/2023
1,720,000.00
1,718,978.79

0.00 0.00
1,719,018.12
22,790.00

0.00 29,240.00
6,450.00

39.33 0.00

39.33 6,489.33
6,489.33
459058KT9

INTERNATIONAL BANK FOR

RECONSTRUCTION AND
DEVELOPM 3.5 07/12/2028
07/24/2023
07/26/2023
2,000,000.00
1,945,823.34

0.00 0.00
1,946,876.97
9,527.78

0.00 15,361.11
5,833.33
1,053.62

0.00 1,053.62
6,886.96
6,886.96
46647PBK1 JPMORGAN CHASE & CO

2.083 04/22/2026
05/31/2022
06/02/2022
1,250,000.00
1,225,089.57

0.00 0.00
1,226,941.43
9,330.10

0.00 11,499.90
2,169.79
1,851.85

0.00 1,851.85
4,021.65
4,021.65
47800CAC0 JDOT 2023 A3 5.01
11/15/2027
02/22/2023
03/02/2023
395,000.00
394,943.31

0.00 0.00
394,944.61
879.53
1,649.13
879.53
1,649.13

1.30 0.00

1.30 1,650.43
1,650.43
61747YET8 MORGAN STANLEY 4.679
07/17/2026
12/28/2022
12/30/2022
775,000.00
769,258.12

0.00 0.00
769,612.00
4,432.05

0.00 7,453.91
3,021.85
353.87

0.00 353.87
3,375.73
3,375.73
63743HFF4

NATIONAL RURAL UTILITIES

COOPERATIVE FINANCE CORP

5.45 10/30/2025
10/20/2022
10/31/2022
495,000.00
494,631.70

0.00 0.00
494,650.48
9,067.44

0.00 11,315.56
2,248.12

18.78 0.00

18.78 2,266.90
2,266.90
69371RR81 PACCAR FINANCIAL CORP

3.15 06/13/2024
06/06/2022
06/13/2022
895,000.00
894,970.71

0.00 0.00
894,979.44
6,108.38

0.00 8,457.75
2,349.38

8.73 0.00

0.00 1,194,684.00

0.00 1,194,696.01

0.00 (8,893.33)
9,353.33
460.00

12.01 0.00

12.01 472.02
472.02
713448FL7 PEPSICO INC 3.6 02/18/2028
03/27/2024
03/28/2024
1,500,000.00

0.00 1,452,735.00

0.00 1,452,867.95

0.00 (6,000.00)
6,450.00
450.00
132.95

0.00 132.95
582.95
582.95
713448FQ6 PEPSICO INC 4.55 02/13/2026
02/13/2023
02/15/2023
195,000.00
194,926.19

0.00 0.00
194,929.39
443.62

0.00 1,183.00
739.38

3.20 0.00

3.20 742.58
742.58
713448FW3 PEPSICO INC 5.125
11/10/2026
11/08/2023
11/10/2023
380,000.00
379,907.88

0.00 0.00
379,910.79
6,004.79

0.00 7,627.71
1,622.92

2.90 0.00

2.90 1,625.82
1,625.82
78016FZW7 ROYAL BANK OF CANADA 4.9
01/12/2028
03/30/2023
03/31/2023
1,000,000.00
998,376.36

0.00 0.00
998,412.01
6,669.44

0.00 10,752.78
4,083.33

35.65 0.00

35.65 4,118.98
4,118.98
89236THP3 TOYOTA MOTOR CREDIT
CORP 0.8 10/16/2025
11/19/2020
11/19/2020
5,000,000.00
5,008,286.83

0.00 0.00
5,007,854.35
15,000.00

0.00 18,333.33
3,333.33

0.00 (432.48)
(432.48)
2,900.86
2,900.86
907818GE2 UNION PACIFIC CORP 4.75
02/21/2026
02/13/2023
02/21/2023
470,000.00
469,795.65

0.00 0.00
469,804.43
620.14

0.00 2,480.56
1,860.42

8.77 0.00

8.77 1,869.19
1,869.19
9128284N7 UNITED STATES TREASURY

2.875 05/15/2028
07/31/2023
07/31/2023
2,000,000.00
1,897,554.29

0.00 0.00
1,899,621.88
16,902.47

0.00 21,799.45
4,896.98
2,067.59

0.00 2,067.59
6,964.57
6,964.57
9128285M8 UNITED STATES TREASURY

3.125 11/15/2028
12/28/2023
12/29/2023
2,000,000.00
1,937,372.06

0.00 0.00
1,938,500.82
18,372.25

0.00 23,695.05
5,322.80
1,128.76

0.875 09/30/2026
09/30/2021
09/30/2021
3,000,000.00
2,989,953.84

0.00 0.00
2,990,284.09
10,973.36

0.00 71.72
(10,901.64)
330.26

0.00 330.26
(10,571.38)
(10,571.38)
91282CKD2 UNITED STATES TREASURY

4.25 02/28/2029
03/27/2024
03/28/2024
2,200,000.00

0.00 2,206,617.19

0.00 2,206,602.47

0.00 (7,114.13)
8,130.43
1,016.30

0.00 (14.72)
(14.72)
1,001.58
1,001.58
91324PEN8 UNITEDHEALTH GROUP INC

5.15 10/15/2025
12/28/2022
12/30/2022
775,000.00
781,848.57

0.00 0.00
781,490.55
15,078.06

0.00 18,404.10
3,326.04

0.00 (358.02)
(358.02)
2,968.02
2,968.02
92348KAA1 VZMT 2021-1 A 0.5
05/20/2027
10/21/2022
10/25/2022
220,000.00
209,642.88

0.00 0.00
209,916.13

33.61 91.67

33.61 91.67
273.25

0.00 273.25
364.92
364.92
Total Fixed Income 99,155,000.00
101,669,207.96
4,854,036.19
(7,590,000.00)
98,938,790.73
513,534.64
212,983.38
452,672.67
152,121.41
13,371.99
(7,825.40)
5,546.58
157,668.00 157,668.00
TOTAL PORTFOLIO 102,154,375.96
101,712,584.61
5,098,714.43
(7,596,214.88)
101,938,166.69
513,534.64
214,108.15
452,672.67
153,246.18
13,371.99
(7,825.40)
5,546.58
158,792.77 158,792.77
CONFIDENTIAL | 19
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
APRIL 2024
04/01/2024 Dividend 31846V203 0.00 810.72 810.72
04/01/2024 Coupon 91282CCZ2 0.00 UNITED STATES TREASURY 0.875 09/30/2026 13,125.00 13,125.00 04/15/2024 Coupon 02582JJZ4 350,000.00 AMXCA 2023-1 A 4.87 05/15/2028 1,420.42 1,420.42 04/15/2024 Coupon 02582JKD1 1,055,000.00 AMXCA 2023-3 A 5.23 09/15/2028 4,598.04 4,598.04 04/15/2024 Coupon 161571HT4 1,060,000.00 CHAIT 2023-1 A 5.16 09/15/2028 4,558.00 4,558.00 04/15/2024 Coupon 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 1,649.12 1,649.12 04/15/2024 Coupon 91324PEN8 775,000.00 UNITEDHEALTH GROUP INC 5.15 10/15/2025 19,956.25 19,956.25 04/16/2024 Coupon 89236THP3 5,000,000.00 TOYOTA MOTOR CREDIT CORP 0.8 10/16/2025 20,000.00 20,000.00 04/22/2024 Coupon 06051GJR1 1,250,000.00 BANK OF AMERICA CORP 0.976 04/22/2025 6,100.00 6,100.00 04/22/2024 Effective Maturity 06051GJR1 1,250,000.00 BANK OF AMERICA CORP 0.976 04/22/2025 1,250,000.00 1,250,000.00 04/22/2024 Coupon 438123AC5 330,000.00 HAROT 2023-4 A3 5.67 06/21/2028 1,559.25 1,559.25 04/22/2024 Coupon 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 882.00 882.00 04/22/2024 Coupon 46647PBK1 1,250,000.00 JPMORGAN CHASE & CO 2.083 04/22/2026 13,018.75 13,018.75 04/22/2024 Coupon 92348KAA1 220,000.00 VZMT 2021-1 A 0.5 05/20/2027 91.67 91.67 04/25/2024 Coupon 05592XAD2 190,000.00 BMWOT 2023-A A3 5.47 02/25/2028 866.08 866.08 04/25/2024 Coupon 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 430.00 430.00 04/25/2024 Principal Paydown 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 6,818.75 6,818.75 04/29/2024 Coupon 3130AMBG6 5,000,000.00 FEDERAL HOME LOAN BANKS 0.75 04/29/2025 18,750.00 18,750.00 04/29/2024 Coupon 3134GW3Z7 9,000,000.00 FEDERAL HOME LOAN MORTGAGE CORP 0.6 10/28/2025 27,000.00 27,000.00
04/30/2024 Coupon 63743HFF4 495,000.00 NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 5.45 10/30/2025 13,488.75 13,488.75
April 2024 Total 1,257,629.47 147,493.33 1,405,122.80
MAY 2024
05/08/2024 Coupon 14913Q3B3 1,250,000.00 CATERPILLAR FINANCIAL SERVICES CORP 2.15 11/08/2024 13,437.50 13,437.50
05/10/2024 Coupon 713448FW3 380,000.00 PEPSICO INC 5.125 11/10/2026 9,737.50 9,737.50 05/15/2024 Coupon 02582JJZ4 350,000.00 AMXCA 2023-1 A 4.87 05/15/2028 1,420.42 1,420.42 05/15/2024 Coupon 02582JKD1 1,055,000.00 AMXCA 2023-3 A 5.23 09/15/2028 4,598.04 4,598.04 05/15/2024 Coupon 161571HT4 1,060,000.00 CHAIT 2023-1 A 5.16 09/15/2028 4,558.00 4,558.00 CONFIDENTIAL | 20
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
05/15/2024 Coupon 4581X0EK0 1,720,000.00 INTER-AMERICAN DEVELOPMENT BANK 4.5 05/15/2026 38,700.00 38,700.00
05/15/2024 Coupon 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 1,649.12 1,649.12 05/15/2024 Coupon 9128284N7 2,000,000.00 UNITED STATES TREASURY 2.875 05/15/2028 28,750.00 28,750.00 05/15/2024 Coupon 9128285M8 2,000,000.00 UNITED STATES TREASURY 3.125 11/15/2028 31,250.00 31,250.00 05/17/2024 Coupon 3135GA4S7 5,000,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.375 05/17/2024 9,375.00 9,375.00
05/17/2024 Final Maturity 3135GA4S7 5,000,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.375 05/17/2024 5,000,000.00 5,000,000.00
05/20/2024 Coupon 92348KAA1 220,000.00 VZMT 2021-1 A 0.5 05/20/2027 91.67 91.67 05/20/2024 Effective Maturity 92348KAA1 220,000.00 VZMT 2021-1 A 0.5 05/20/2027 220,000.00 220,000.00 05/21/2024 Coupon 438123AC5 330,000.00 HAROT 2023-4 A3 5.67 06/21/2028 1,559.25 1,559.25 05/21/2024 Coupon 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 882.00 882.00 05/27/2024 Coupon 05592XAD2 190,000.00 BMWOT 2023-A A3 5.47 02/25/2028 866.08 866.08 05/27/2024 Coupon 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 400.68 400.68 05/27/2024 Principal Paydown 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 13,996.61 13,996.61 May 2024 Total 5,233,996.61 147,275.26 5,381,271.87
JUNE 2024
06/06/2024 Coupon 24422EWF2 280,000.00 JOHN DEERE CAPITAL CORP 3.4 06/06/2025 4,760.00 4,760.00 06/10/2024 Coupon 3130AEB25 2,000,000.00 FEDERAL HOME LOAN BANKS 3.25 06/09/2028 32,500.00 32,500.00 06/10/2024 Coupon 3130AXQK7 2,000,000.00 FEDERAL HOME LOAN BANKS 4.75 12/08/2028 56,736.11 56,736.11 06/13/2024 Coupon 06406RBF3 955,000.00 BANK OF NEW YORK MELLON CORP 3.43 06/13/2025 16,378.25 16,378.25
06/13/2024 Coupon 69371RR81 895,000.00 PACCAR FINANCIAL CORP 3.15 06/13/2024 14,096.25 14,096.25 06/13/2024 Final Maturity 69371RR81 895,000.00 PACCAR FINANCIAL CORP 3.15 06/13/2024 895,000.00 895,000.00 06/14/2024 Coupon 3135GA5Y3 4,375,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.375 06/14/2024 8,203.12 8,203.12
06/14/2024 Final Maturity 3135GA5Y3 4,375,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.375 06/14/2024 4,375,000.00 4,375,000.00
06/17/2024 Coupon 02582JJZ4 350,000.00 AMXCA 2023-1 A 4.87 05/15/2028 1,420.42 1,420.42 06/17/2024 Coupon 02582JKD1 1,055,000.00 AMXCA 2023-3 A 5.23 09/15/2028 4,598.04 4,598.04 06/17/2024 Coupon 161571HT4 1,060,000.00 CHAIT 2023-1 A 5.16 09/15/2028 4,558.00 4,558.00 06/17/2024 Coupon 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 1,649.12 1,649.12 CONFIDENTIAL | 21
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
06/21/2024 Coupon 438123AC5 330,000.00 HAROT 2023-4 A3 5.67 06/21/2028 1,559.25 1,559.25 06/21/2024 Coupon 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 882.00 882.00 06/24/2024 Coupon 40434CAD7 3,000,000.00 HSBC USA INC 3.5 06/23/2024 51,625.00 51,625.00 06/24/2024 Final Maturity 40434CAD7 3,000,000.00 HSBC USA INC 3.5 06/23/2024 3,000,000.00 3,000,000.00 06/25/2024 Coupon 05592XAD2 190,000.00 BMWOT 2023-A A3 5.47 02/25/2028 866.08 866.08 06/25/2024 Coupon 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 340.49 340.49 06/25/2024 Principal Paydown 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 13,762.38 13,762.38 June 2024 Total 8,283,762.38 200,172.15 8,483,934.52
JULY 2024
07/12/2024 Coupon 459058KT9 2,000,000.00 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM 3.5 07/12/2028 35,000.00 35,000.00
07/12/2024 Coupon 78016FZW7 1,000,000.00 ROYAL BANK OF CANADA 4.9 01/12/2028 24,500.00 24,500.00 07/15/2024 Coupon 02582JJZ4 350,000.00 AMXCA 2023-1 A 4.87 05/15/2028 1,420.42 1,420.42 07/15/2024 Coupon 02582JKD1 1,055,000.00 AMXCA 2023-3 A 5.23 09/15/2028 4,598.04 4,598.04 07/15/2024 Coupon 161571HT4 1,060,000.00 CHAIT 2023-1 A 5.16 09/15/2028 4,558.00 4,558.00 07/15/2024 Coupon 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 1,649.12 1,649.12 07/17/2024 Coupon 3133EPQC2 2,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP

4.625 07/17/2026 46,250.00 46,250.00
07/17/2024 Coupon 61747YET8 775,000.00 MORGAN STANLEY 4.679 07/17/2026 18,131.12 18,131.12 07/22/2024 Coupon 438123AC5 330,000.00 HAROT 2023-4 A3 5.67 06/21/2028 1,559.25 1,559.25 07/22/2024 Coupon 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 882.00 882.00 07/25/2024 Coupon 05592XAD2 190,000.00 BMWOT 2023-A A3 5.47 02/25/2028 866.08 866.08 07/25/2024 Coupon 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 281.32 281.32 07/25/2024 Principal Paydown 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 12,937.26 12,937.26 07/29/2024 Coupon 3130ANA42 4,000,000.00 FEDERAL HOME LOAN BANKS 0.65 04/28/2025 13,000.00 13,000.00 07/29/2024 Coupon 3130ANDF4 5,000,000.00 FEDERAL HOME LOAN BANKS 0.9 07/29/2026 22,500.00 22,500.00 07/31/2024 Coupon 69371RS80 1,200,000.00 PACCAR FINANCIAL CORP 4.6 01/31/2029 27,600.00 27,600.00 July 2024 Total 12,937.26 202,795.36 215,732.62
AUGUST 2024
08/08/2024 Coupon 037833EB2 3,000,000.00 APPLE INC 0.7 02/08/2026 10,500.00 10,500.00 08/13/2024 Coupon 713448FQ6 195,000.00 PEPSICO INC 4.55 02/13/2026 4,436.25 4,436.25 08/15/2024 Coupon 02582JJZ4 350,000.00 AMXCA 2023-1 A 4.87 05/15/2028 1,420.42 1,420.42 CONFIDENTIAL | 22
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
08/15/2024 Coupon 02582JKD1 1,055,000.00 AMXCA 2023-3 A 5.23 09/15/2028 4,598.04 4,598.04 08/15/2024 Coupon 161571HT4 1,060,000.00 CHAIT 2023-1 A 5.16 09/15/2028 4,558.00 4,558.00 08/15/2024 Coupon 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 1,649.12 1,649.12 08/19/2024 Coupon 3135GA4W8 3,950,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.5 02/18/2025 9,875.00 9,875.00
08/19/2024 Coupon 713448FL7 1,500,000.00 PEPSICO INC 3.6 02/18/2028 27,000.00 27,000.00 08/21/2024 Coupon 438123AC5 330,000.00 HAROT 2023-4 A3 5.67 06/21/2028 1,559.25 1,559.25 08/21/2024 Coupon 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 882.00 882.00 08/21/2024 Coupon 907818GE2 470,000.00 UNION PACIFIC CORP 4.75 02/21/2026 11,162.50 11,162.50 08/26/2024 Coupon 05592XAD2 190,000.00 BMWOT 2023-A A3 5.47 02/25/2028 866.08 866.08 08/26/2024 Coupon 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 225.69 225.69 08/26/2024 Principal Paydown 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 11,326.18 11,326.18 08/26/2024 Coupon 17275RBR2 1,250,000.00 CISCO SYSTEMS INC 4.85 02/26/2029 30,312.50 30,312.50 August 2024 Total 11,326.18 109,044.85 120,371.04
SEPTEMBER 2024
09/03/2024 Coupon 3133EPCF0 2,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP

4.5 03/02/2026 45,000.00 45,000.00
09/03/2024 Coupon 91282CKD2 2,200,000.00 UNITED STATES TREASURY 4.25 02/28/2029 46,750.00 46,750.00 09/06/2024 Coupon 191216CL2 3,000,000.00 COCA-COLA CO 1.75 09/06/2024 26,250.00 26,250.00 09/06/2024 Final Maturity 191216CL2 3,000,000.00 COCA-COLA CO 1.75 09/06/2024 3,000,000.00 3,000,000.00 09/09/2024 Coupon 24422EXD6 505,000.00 JOHN DEERE CAPITAL CORP 5.15 09/08/2026 13,003.75 13,003.75 09/10/2024 Coupon 3130ATS57 2,000,000.00 FEDERAL HOME LOAN BANKS 4.5 03/10/2028 45,000.00 45,000.00 09/13/2024 Coupon 06406RBF3 955,000.00 BANK OF NEW YORK MELLON CORP 3.43 06/13/2025 14,074.31 14,074.31
09/16/2024 Coupon 02582JJZ4 350,000.00 AMXCA 2023-1 A 4.87 05/15/2028 1,420.42 1,420.42 09/16/2024 Coupon 02582JKD1 1,055,000.00 AMXCA 2023-3 A 5.23 09/15/2028 4,598.04 4,598.04 09/16/2024 Coupon 06368LAQ9 1,000,000.00 BANK OF MONTREAL 4.7 09/14/2027 23,500.00 23,500.00 09/16/2024 Coupon 161571HT4 1,060,000.00 CHAIT 2023-1 A 5.16 09/15/2028 4,558.00 4,558.00 09/16/2024 Coupon 3133EPDJ1 2,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP

4.375 09/15/2027 43,750.00 43,750.00
09/16/2024 Coupon 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 1,649.12 1,649.12 09/23/2024 Coupon 438123AC5 330,000.00 HAROT 2023-4 A3 5.67 06/21/2028 1,559.25 1,559.25 CONFIDENTIAL | 23
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
09/23/2024 Coupon 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 882.00 882.00 09/25/2024 Coupon 05592XAD2 190,000.00 BMWOT 2023-A A3 5.47 02/25/2028 866.08 866.08 09/25/2024 Coupon 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 176.98 176.98 09/25/2024 Principal Paydown 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 10,378.91 10,378.91 09/25/2024 Coupon 3134GWVE3 4,575,000.00 FEDERAL HOME LOAN MORTGAGE CORP 0.4 09/25/2024 9,150.00 9,150.00
09/25/2024 Final Maturity 3134GWVE3 4,575,000.00 FEDERAL HOME LOAN MORTGAGE CORP 0.4 09/25/2024 4,575,000.00 4,575,000.00
09/30/2024 Coupon 91282CCZ2 3,000,000.00 UNITED STATES TREASURY 0.875 09/30/2026 13,125.00 13,125.00 September 2024 Total 7,585,378.91 295,312.96 7,880,691.87 OCTOBER 2024
10/15/2024 Coupon 02582JJZ4 350,000.00 AMXCA 2023-1 A 4.87 05/15/2028 1,420.42 1,420.42 10/15/2024 Coupon 02582JKD1 1,055,000.00 AMXCA 2023-3 A 5.23 09/15/2028 4,598.04 4,598.04 10/15/2024 Coupon 161571HT4 1,060,000.00 CHAIT 2023-1 A 5.16 09/15/2028 4,558.00 4,558.00 10/15/2024 Coupon 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 1,649.12 1,649.12 10/15/2024 Coupon 91324PEN8 775,000.00 UNITEDHEALTH GROUP INC 5.15 10/15/2025 19,956.25 19,956.25 10/16/2024 Coupon 89236THP3 5,000,000.00 TOYOTA MOTOR CREDIT CORP 0.8 10/16/2025 20,000.00 20,000.00 10/21/2024 Coupon 438123AC5 330,000.00 HAROT 2023-4 A3 5.67 06/21/2028 1,559.25 1,559.25 10/21/2024 Coupon 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 882.00 882.00 10/22/2024 Coupon 46647PBK1 1,250,000.00 JPMORGAN CHASE & CO 2.083 04/22/2026 13,018.75 13,018.75 10/25/2024 Coupon 05592XAD2 190,000.00 BMWOT 2023-A A3 5.47 02/25/2028 866.08 866.08 10/25/2024 Coupon 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 132.35 132.35 10/25/2024 Principal Paydown 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 9,776.66 9,776.66 10/28/2024 Coupon 3134GW3Z7 9,000,000.00 FEDERAL HOME LOAN MORTGAGE CORP 0.6 10/28/2025 27,000.00 27,000.00
10/29/2024 Coupon 3130AMBG6 5,000,000.00 FEDERAL HOME LOAN BANKS 0.75 04/29/2025 18,750.00 18,750.00 10/30/2024 Coupon 63743HFF4 495,000.00 NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 5.45 10/30/2025 13,488.75 13,488.75
October 2024 Total 9,776.66 127,879.02 137,655.68
NOVEMBER 2024
11/08/2024 Coupon 14913Q3B3 1,250,000.00 CATERPILLAR FINANCIAL SERVICES CORP 2.15 11/08/2024 13,437.50 13,437.50
CONFIDENTIAL | 24
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
11/08/2024 Final Maturity 14913Q3B3 1,250,000.00 CATERPILLAR FINANCIAL SERVICES CORP 2.15 11/08/2024 1,250,000.00 1,250,000.00
11/12/2024 Coupon 713448FW3 380,000.00 PEPSICO INC 5.125 11/10/2026 9,737.50 9,737.50 11/15/2024 Coupon 02582JJZ4 350,000.00 AMXCA 2023-1 A 4.87 05/15/2028 1,420.42 1,420.42 11/15/2024 Coupon 02582JKD1 1,055,000.00 AMXCA 2023-3 A 5.23 09/15/2028 4,598.04 4,598.04 11/15/2024 Coupon 161571HT4 1,060,000.00 CHAIT 2023-1 A 5.16 09/15/2028 4,558.00 4,558.00 11/15/2024 Coupon 4581X0EK0 1,720,000.00 INTER-AMERICAN DEVELOPMENT BANK 4.5 05/15/2026 38,700.00 38,700.00
11/15/2024 Coupon 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 1,649.12 1,649.12 11/15/2024 Coupon 9128284N7 2,000,000.00 UNITED STATES TREASURY 2.875 05/15/2028 28,750.00 28,750.00 11/15/2024 Coupon 9128285M8 2,000,000.00 UNITED STATES TREASURY 3.125 11/15/2028 31,250.00 31,250.00 11/21/2024 Coupon 438123AC5 330,000.00 HAROT 2023-4 A3 5.67 06/21/2028 1,559.25 1,559.25 11/21/2024 Coupon 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 882.00 882.00 11/25/2024 Coupon 05592XAD2 190,000.00 BMWOT 2023-A A3 5.47 02/25/2028 866.08 866.08 11/25/2024 Coupon 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 90.31 90.31 11/25/2024 Principal Paydown 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 10,342.58 10,342.58 November 2024 Total 1,260,342.58 137,498.23 1,397,840.81 DECEMBER 2024
12/06/2024 Coupon 24422EWF2 280,000.00 JOHN DEERE CAPITAL CORP 3.4 06/06/2025 4,760.00 4,760.00 12/09/2024 Coupon 3130AEB25 2,000,000.00 FEDERAL HOME LOAN BANKS 3.25 06/09/2028 32,500.00 32,500.00 12/09/2024 Coupon 3130AXQK7 2,000,000.00 FEDERAL HOME LOAN BANKS 4.75 12/08/2028 47,500.00 47,500.00 12/13/2024 Coupon 06406RBF3 955,000.00 BANK OF NEW YORK MELLON CORP 3.43 06/13/2025 14,074.31 14,074.31
12/16/2024 Coupon 02582JJZ4 350,000.00 AMXCA 2023-1 A 4.87 05/15/2028 1,420.42 1,420.42 12/16/2024 Coupon 02582JKD1 1,055,000.00 AMXCA 2023-3 A 5.23 09/15/2028 4,598.04 4,598.04 12/16/2024 Coupon 161571HT4 1,060,000.00 CHAIT 2023-1 A 5.16 09/15/2028 4,558.00 4,558.00 12/16/2024 Coupon 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 1,649.12 1,649.12 12/23/2024 Coupon 438123AC5 330,000.00 HAROT 2023-4 A3 5.67 06/21/2028 1,559.25 1,559.25 12/23/2024 Coupon 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 882.00 882.00 12/23/2024 Principal Paydown 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 9,704.45 9,704.45 12/25/2024 Coupon 05592XAD2 190,000.00 BMWOT 2023-A A3 5.47 02/25/2028 866.08 866.08 12/25/2024 Coupon 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 45.84 45.84 CONFIDENTIAL | 25
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
12/25/2024 Principal Paydown 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 10,651.05 10,651.05 December 2024 Total 20,355.50 114,413.07 134,768.57
JANUARY 2025
01/13/2025 Coupon 459058KT9 2,000,000.00 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM 3.5 07/12/2028 35,000.00 35,000.00
01/13/2025 Coupon 78016FZW7 1,000,000.00 ROYAL BANK OF CANADA 4.9 01/12/2028 24,500.00 24,500.00 01/15/2025 Coupon 02582JJZ4 350,000.00 AMXCA 2023-1 A 4.87 05/15/2028 1,420.42 1,420.42 01/15/2025 Coupon 02582JKD1 1,055,000.00 AMXCA 2023-3 A 5.23 09/15/2028 4,598.04 4,598.04 01/15/2025 Coupon 161571HT4 1,060,000.00 CHAIT 2023-1 A 5.16 09/15/2028 4,558.00 4,558.00 01/15/2025 Coupon 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 1,649.12 1,649.12 01/15/2025 Principal Paydown 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 18,091.94 18,091.94 01/17/2025 Coupon 3133EPQC2 2,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP

4.625 07/17/2026 46,250.00 46,250.00
01/17/2025 Coupon 61747YET8 775,000.00 MORGAN STANLEY 4.679 07/17/2026 18,131.12 18,131.12 01/21/2025 Coupon 438123AC5 330,000.00 HAROT 2023-4 A3 5.67 06/21/2028 1,559.25 1,559.25 01/21/2025 Coupon 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 841.24 841.24 01/21/2025 Principal Paydown 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 13,557.58 13,557.58 01/27/2025 Coupon 05592XAD2 190,000.00 BMWOT 2023-A A3 5.47 02/25/2028 866.08 866.08 01/27/2025 Coupon 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 0.04 0.04 01/27/2025 Effective Maturity 05593AAC3 100,000.00 BMWLT 2023-1 A3 5.16 11/25/2025 9.63 9.63 01/28/2025 Coupon 3130ANA42 4,000,000.00 FEDERAL HOME LOAN BANKS 0.65 04/28/2025 13,000.00 13,000.00 01/29/2025 Coupon 3130ANDF4 5,000,000.00 FEDERAL HOME LOAN BANKS 0.9 07/29/2026 22,500.00 22,500.00 01/31/2025 Coupon 69371RS80 1,200,000.00 PACCAR FINANCIAL CORP 4.6 01/31/2029 27,600.00 27,600.00 January 2025 Total 31,659.14 202,473.32 234,132.46
FEBRUARY 2025
02/10/2025 Coupon 037833EB2 3,000,000.00 APPLE INC 0.7 02/08/2026 10,500.00 10,500.00 02/13/2025 Coupon 713448FQ6 195,000.00 PEPSICO INC 4.55 02/13/2026 4,436.25 4,436.25 02/17/2025 Coupon 161571HT4 1,060,000.00 CHAIT 2023-1 A 5.16 09/15/2028 4,558.00 4,558.00 02/17/2025 Coupon 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 1,573.59 1,573.59 02/17/2025 Principal Paydown 47800CAC0 395,000.00 JDOT 2023 A3 5.01 11/15/2027 19,718.83 19,718.83 02/18/2025 Coupon 02582JJZ4 350,000.00 AMXCA 2023-1 A 4.87 05/15/2028 1,420.42 1,420.42 02/18/2025 Coupon 02582JKD1 1,055,000.00 AMXCA 2023-3 A 5.23 09/15/2028 4,598.04 4,598.04 CONFIDENTIAL | 26
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
02/18/2025 Coupon 3135GA4W8 3,950,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.5 02/18/2025 9,875.00 9,875.00
02/18/2025 Final Maturity 3135GA4W8 3,950,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.5 02/18/2025 3,950,000.00 3,950,000.00
02/18/2025 Coupon 713448FL7 1,500,000.00 PEPSICO INC 3.6 02/18/2028 27,000.00 27,000.00 02/21/2025 Coupon 438123AC5 330,000.00 HAROT 2023-4 A3 5.67 06/21/2028 1,559.25 1,559.25 02/21/2025 Coupon 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 784.30 784.30 02/21/2025 Principal Paydown 43815JAC7 210,000.00 HAROT 2023-1 A3 5.04 04/21/2027 13,357.20 13,357.20 02/21/2025 Coupon 907818GE2 470,000.00 UNION PACIFIC CORP 4.75 02/21/2026 11,162.50 11,162.50 02/25/2025 Coupon 05592XAD2 190,000.00 BMWOT 2023-A A3 5.47 02/25/2028 866.08 866.08 02/26/2025 Coupon 17275RBR2 1,250,000.00 CISCO SYSTEMS INC 4.85 02/26/2029 30,312.50 30,312.50 02/28/2025 Coupon 91282CKD2 2,200,000.00 UNITED STATES TREASURY 4.25 02/28/2029 46,750.00 46,750.00 February 2025 Total 3,983,076.04 155,395.93 4,138,471.97 Grand Total 229,710,000.00 27,690,240.72 1,839,753.49 29,529,994.21 CONFIDENTIAL | 27
City of Orange | Account #10888 | As of March 31, 2024
Execution Time: 04/02/2024 11:36:17 PM Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

IMPORTANT DISCLOSURES
Chandler Asset Management, Inc. (“Chandler”) is an SEC registered investment adviser. For additional information about our firm, please see our current disclosures (Form ADV).

To obtain a copy of our current disclosures, you may contact your client service representative by calling the number on the front of this statement or you may visit our website at www.chandlerasset.com.

Information contained in this monthly statement is confidential and is provided for informational purposes only and should not be construed as specific investment or legal advice. The information contained herein was obtained from sources believed to be reliable as of the date of this statement, but may become outdated or superseded at any time without notice.

Custody: Your qualified custodian bank maintains control of all assets reflected in this statement and we urge you to compare this statement to the one you receive from your qualified custodian. Chandler does not have any authority to withdraw or deposit funds from/to the custodian account.

Valuation: Prices are provided by IDC, an independent pricing source. In the event IDC does not provide a price or if the price provided is not reflective of fair market value, Chandler will obtain pricing from an alternative approved third party pricing source in accordance with our written valuation policy and procedures. Our valuation procedures are also disclosed in Item 5 of our Form ADV Part 2A.

Performance: Performance results are presented gross-of-advisory fees and represent the client’s Total Return. The deduction of advisory fees lowers performance results. These results include the reinvestment of dividends and other earnings. Past performance may not be indicative of future results. Therefore, clients should not assume that future performance of any specific investment or investment strategy will be profitable or equal to past performance levels. All investment strategies have the potential for profit or loss. Economic factors, market conditions or changes in investment strategies, contributions or withdrawals may materially alter the performance and results of your portfolio.

Source ice Data Indices, LLC (“ICE”), used with permission. ICE PERMITS USE OF THE ICE INDICES AND RELATED DATA ON AN “AS IS” BASIS; ICE, ITS AFFILIATES AND

THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM.

NEITHER ICE DATA, ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS GUARANTEE THE QUALITY , ADEQUACY , ACCURACY , TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF, AND THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND LICENSEE’S USE IS AT LICENSEE’S OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY DO NOT SPONSOR, ENDORSE, OR RECOMMEND CHANDLER, OR ANY OF ITS PRODUCTS OR SERVICES.

Index returns assume reinvestment of all distributions. Historical performance results for investment indexes generally do not reflect the deduction of transaction and/or custodial charges or the deduction of an investment management fee, the incurrence of which would have the effect of decreasing historical performance results. It is not possible to invest directly in an index.

Ratings: Ratings information have been provided by Moody’s, S&P and Fitch through data feeds we believe to be reliable as of the date of this statement, however we cannot guarantee its accuracy.

Security level ratings for U.S. Agency issued mortgage-backed securities (“MBS”) reflect the issuer rating because the securities themselves are not rated. The issuing U.S. Agency guarantees the full and timely payment of both principal and interest and carries a AA+/Aaa/AAA by S&P , Moody’s and Fitch respectively.

BENCHMARK INDEX & DISCLOSURES
Benchmark Disclosure
ICE BofA 1-5 Yr US Treasury & Agency
Index
The ICE BofA 1-5 Year US Treasury & Agency Index tracks the performance of US dollar denominated US Treasury and nonsubordinated US agency debt issued in the US domestic market. Qualifying securities must have an investment grade rating (based on an average of Moody’s, S&P and Fitch). Qualifying securities must have at least one year remaining term to final maturity and less than five years remaining term to final maturity, at least 18 months to maturity at time of issuance, a fixed coupon schedule, and a minimum amount outstanding of $1 billion for sovereigns and $250 million for agencies.

Orange City CouncilApril 23, 2024

Orange City Council
April 23, 2024